| 考虑信用额度的仓单质押融资模式下供应链金融最优策略 |
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| 引用本文： | 晏妮娜,孙宝文.考虑信用额度的仓单质押融资模式下供应链金融最优策略[J].系统工程理论与实践,2011,31(9):1674-1679. |
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| 作者姓名： | 晏妮娜 孙宝文 |
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| 作者单位： | 1. 中央财经大学商学院, 北京 100081;
2. 中央财经大学信息学院, 北京 100081 |
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| 基金项目： | 国家自然科学基金青年基金(71002021); 北京市自然科学基金(9112015); 北京市教委共建项目专项 |
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| 摘 要： | 在需求不确定环境下研究了供应链金融系统中受资金约束的零售商通过仓单质押融资的最优策略. 设计了一个由制造商、零售商和商业银行组成的供应链金融系统, 考虑零售商的信用额度和破产概率, 分析了商业银行的最优融资利率、零售商的最优订货决策以及制造商的最优批发价格, 并针对有无信用额度融资方案下的最优决策进行了对比分析. 最后通过数值算例分析了零售商不同信用额度对供应链金融系统最优策略的影响, 并验证了理论分析的结果.
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| 关 键 词： | 供应链金融 仓单质押 资金约束 信用额度 需求不确定性 |
| 收稿时间： | 2010-09-01 |
Optimal strategies for supply chain financing system based on warehouse receipts financing with credit line |
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| YAN Ni-na,SUN Bao-wen.Optimal strategies for supply chain financing system based on warehouse receipts financing with credit line[J].Systems Engineering —Theory & Practice,2011,31(9):1674-1679. |
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| Authors: | YAN Ni-na SUN Bao-wen |
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| Institution: | 1. Business School, Central University of Finance and Economics, Beijing 100081, China;
2. School of Information, Central University of Finance and Economics, Beijing 100081, China |
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| Abstract: | In this paper,we research the optimal strategies for supply chain financing system based on warehouse receipts with a capital-constrained retailer under the demand uncertainties.We design a supply chain financing system composed of a manufacturer,a retailer and a commercial bank.Considering the credit line and bankruptcy risk of the retailer,we analyzed the optimal financing interest of the commercial bank,the optimal orders of the retailer and the optimal wholesale price of the manufacturer,respectively. W... |
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| Keywords: | supply chain financing warehouse receipts financing capital constraints credit line demand uncertainty |
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